interpolateLogOfDF.hpp

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#ifndef JULIAN_INTERPOLATELOGOFDF_HPP
#define JULIAN_INTERPOLATELOGOFDF_HPP

#include <marketData/interestRateCurves/interpolators/interpolationInput.hpp>

namespace julian {
namespace ir {

  class InterpolateLogarithmOfDF: public InterpolationInput {
  public:
    InterpolateLogarithmOfDF(){};

    virtual double operator()(double,double,InterestRate,Date,Date,Date) const;
    virtual double getDF(double,InterestRate,Date,Date) const;
    virtual InterpolateLogarithmOfDF* clone() const;

    virtual ~InterpolateLogarithmOfDF(){};
    virtual std::string info() const;
    friend class boost::serialization::access;
  private:
    template<class Archive>
    void serialize(Archive & , const unsigned int) {
      boost::serialization::base_object<InterpolationInput>(*this);
    }
  };
}  // namespace ir
}  // namespace julian
#endif